Construction of discrete time shadow price
type: Item
instance of: scholarly article
title: Construction of discrete time shadow price
zbMATH Open document ID: 1410.91427
author: Tomasz Rogala
author: Łukasz Stettner
published in: Applied Mathematics and Optimization
publication date: 2015-12-23T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6524097
zbMATH Keywords: Bellman equations
zbMATH Keywords: transaction costs
zbMATH Keywords: portfolio optimization
zbMATH Keywords: shadow price
zbMATH Keywords: utility maximization
MaRDI profile type: Publication
full work available at URL: s00245-014-9285-x
OpenAlex ID: W2083522182
Wikidata QID: Q59404846
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DOI: 10.1007/S00245-014-9285-X
description: scientific article; zbMATH DE number 6524097